Description

This analysis provides a forecast of ETC prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-10-06 12.226708 13.983521 15.890119 18.111224 20.625913 23.382932 26.633090
2024-10-13 9.993285 12.421947 15.268293 18.843347 23.206543 28.351179 34.870195
2024-10-20 8.456415 11.087427 14.325887 18.592313 24.051582 30.788615 39.718204
2024-10-27 6.983266 9.607149 12.982428 17.623323 23.817547 31.776830 42.754315
2024-11-03 6.380153 9.141496 12.828059 18.082206 25.346643 35.000655 48.762273
2024-11-10 5.876817 8.738074 12.689293 18.506880 26.810658 38.185379 54.887349
2024-11-17 5.266205 8.107371 12.157054 18.303691 27.341312 40.074486 59.291128
2024-11-24 4.702140 7.480730 11.561154 17.933960 27.568203 41.503387 63.078627
2024-12-01 4.313946 7.076313 11.246956 17.935499 28.310199 43.684346 68.053778
2024-12-08 4.044333 6.826926 11.138459 18.225951 29.485439 46.550152 74.194858
2024-12-15 3.768056 6.538562 10.939717 18.348088 30.389650 49.035603 79.875236
2024-12-22 3.460657 6.169229 10.577855 18.171951 30.792498 50.745424 84.415314
2024-12-29 3.239280 5.932548 10.424041 18.340901 31.791694 53.500540 90.868792
2025-01-05 3.104065 5.833266 10.491263 18.883188 33.443091 57.405519 99.434993
2025-01-12 2.859374 5.515005 10.154406 18.698754 33.838177 59.246529 104.656761
2025-01-19 2.512360 4.977856 9.390129 17.702562 32.753089 58.524394 105.477785
2025-01-26 2.417325 4.902811 9.444768 18.171114 34.268952 62.314588 114.264311
2025-02-02 2.322746 4.819618 9.476180 18.595070 35.724707 66.072185 123.192617
2025-02-09 2.153192 4.574074 9.184506 18.391877 36.012265 67.769314 128.528965
2025-02-16 1.978124 4.301660 8.819805 18.020141 35.954129 68.829000 132.751141
2025-02-23 1.861765 4.139129 8.655340 18.021794 36.598198 71.196666 139.495612
2025-03-02 1.786209 4.055310 8.639640 18.313538 37.815574 74.686565 148.515165
2025-03-09 1.698028 3.936692 8.544220 18.436246 38.704289 77.597665 156.582199